+90.1%
FTV vs MKTX
+25.7%
+64.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -9.5% | +1.0% | -10.5% | -9.7% |
| 3M | -10.9% | +40.8% | -51.7% | -16.8% |
| 6M | -0.6% | -10.9% | +10.3% | +1.0% |
| YTD | +1.4% | -8.6% | +10.0% | +2.5% |
| 1Y | +17.6% | -11.6% | +29.2% | +19.4% |
| 3Y | -3.3% | -24.5% | +21.3% | -1.6% |
| 5Y | -0.1% | -60.7% | +60.6% | +14.0% |
| 10Y | +82.5% | +5.1% | +77.3% | +65.1% |
| All | +90.1% | +25.7% | +64.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling